+187.6%
GSK vs BLDR
+370.3%
-182.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +0.4% |
| 7D | +0.5% | -8.2% | +8.7% | +1.2% |
| 30D | +9.4% | +16.3% | -6.8% | +7.9% |
| 3M | +1.6% | -17.0% | +18.6% | +2.9% |
| 6M | +1.3% | -17.4% | +18.7% | +2.3% |
| YTD | +6.0% | -41.6% | +47.6% | +9.9% |
| 1Y | +9.1% | -43.5% | +52.6% | +13.3% |
| 3Y | +65.4% | -51.6% | +117.0% | +71.4% |
| 5Y | +43.0% | -11.6% | +54.6% | +38.4% |
| 10Y | +103.1% | +480.9% | -377.8% | +60.9% |
| All | +187.6% | +370.3% | -182.7% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BLDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling